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Iron ore spot price volatility and change in forward pricing mechanism

✍ Scribed by Ma, Yiqun


Book ID
121334947
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
392 KB
Volume
38
Category
Article
ISSN
0301-4207

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We studied the long-term memory in diverse stock market indices and foreign exchange rates using Detrended Fluctuation Analysis (DFA). For all high-frequency market data studied, no significant long-term memory property was detected in the return series, while a strong long-term memory property was